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The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

Component separation is one of the key stages of any modern, cosmic microwave background (CMB) data analysis pipeline. It is an inherently non-linear procedure and typically involves a series of sequential solutions of linear systems with…

Numerical Analysis · Mathematics 2020-07-01 J. Papež , L. Grigori , R. Stompor

Significant human and observational resources have been dedicated to electromagnetic followup of gravitational-wave events detected by Advanced LIGO and Virgo. As the sensitivity of LIGO and Virgo improves, the rate of sources detected will…

Instrumentation and Methods for Astrophysics · Physics 2020-12-16 Daniel Finstad , Duncan A. Brown

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

We consider the problem of decentralized hypothesis testing under communication constraints in a topology where several peripheral nodes are arranged in tandem. Each node receives an observation and transmits a message to its successor, and…

Information Theory · Computer Science 2015-06-19 Alla Tarighati , Joakim Jalden

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

Information Theory · Computer Science 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

We demonstrate a simple strategy to cope with missing data in sequential inputs, addressing the task of multilabel classification of diagnoses given clinical time series. Collected from the pediatric intensive care unit (PICU) at Children's…

Machine Learning · Computer Science 2016-11-14 Zachary C. Lipton , David C. Kale , Randall Wetzel

Cooperative cognitive radio networks are investigated by using an information-theoretic approach. This approach consists of interpreting the decision process carried out at the fusion center as a binary (asymmetric) channel, whose input is…

Information Theory · Computer Science 2010-08-02 Giorgio Taricco

We consider the problem of mining signal temporal logical requirements from a dataset of regular (good) and anomalous (bad) trajectories of a dynamical system. We assume the training set to be labeled by human experts and that we have…

Artificial Intelligence · Computer Science 2018-08-02 Laura Nenzi , Simone Silvetti , Ezio Bartocci , Luca Bortolussi

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

Signal Processing · Electrical Eng. & Systems 2021-06-02 Nazgol Tavabi , Kristina Lerman

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

We consider the problem of sequential signal detection in a multichannel system where the number and location of signals is a priori unknown. We assume that the data in each channel are sequentially observed and follow a general non-i.i.d.…

Statistics Theory · Mathematics 2016-01-14 Georgios Fellouris , Alexander G. Tartakovsky

This paper proposes a spectrum sensing algorithm from one bit measurements in a cognitive radio sensor network. A likelihood ratio test (LRT) for the one bit spectrum sensing problem is derived. Different from the one bit spectrum sensing…

Signal Processing · Electrical Eng. & Systems 2019-03-26 Hadi Zayyani , Farzan Haddadi , Mehdi Korki

A sequential problem in decentralized detection is considered. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, observer 1 can stop and send a final binary message to…

Optimization and Control · Mathematics 2009-10-29 Ashutosh Nayyar , Demosthenis Teneketzis

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between…

Machine Learning · Statistics 2022-03-22 Jacek P. Dmochowski

The design of medium access control protocols for a cognitive user wishing to opportunistically exploit frequency bands within parts of the radio spectrum having multiple bands is considered. In the scenario under consideration, the…

Information Theory · Computer Science 2016-11-17 Lifeng Lai , Hesham El Gamal , Hai Jiang , H. Vincent Poor

We consider the problem of identifying stable sets of mutually associated features in moderate or high-dimensional binary data. In this context we develop and investigate a method called Latent Association Mining for Binary Data (LAMB). The…

Methodology · Statistics 2021-01-11 Carson Mosso , Kelly Bodwin , Suman Chakraborty , Kai Zhang , Andrew B. Nobel

We consider modeling, inference, and computation for analyzing multivariate binary data. We propose a new model that consists of a low dimensional latent variable component and a sparse graphical component. Our study is motivated by…

Methodology · Statistics 2016-06-30 Yunxiao Chen , Xiaoou Li , Jingchen Liu , Zhiliang Ying